-23.3%
ONON vs CHRW
+86.5%
-109.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -3.5% | +4.1% | -7.5% | -4.5% |
| 30D | -30.8% | +1.9% | -32.7% | -31.1% |
| 3M | -29.8% | -21.2% | -8.7% | -26.1% |
| 6M | -34.8% | -16.7% | -18.2% | -32.7% |
| YTD | -42.3% | -5.4% | -36.9% | -42.8% |
| 1Y | -39.5% | +21.2% | -60.7% | -44.7% |
| 3Y | -9.3% | +86.5% | -95.8% | -31.4% |
| All | -23.3% | +86.5% | -109.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling